+9.2%
AGG vs AMIX
-99.9%
+109.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | -0.2% | -13.7% | +13.6% | -0.1% |
| 30D | -0.4% | -62.1% | +61.7% | -0.3% |
| 3M | -0.7% | -46.2% | +45.5% | -0.8% |
| 6M | -1.5% | -46.4% | +44.9% | -1.7% |
| YTD | -0.3% | -60.3% | +60.0% | -0.4% |
| 1Y | +1.3% | -79.7% | +81.0% | +1.1% |
| All | +9.2% | -99.9% | +109.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling